+393.8%
SAP vs SPYG
+564.9%
-171.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | -2.9% | +0.4% | -3.3% | -3.2% |
| 30D | +9.0% | -0.4% | +9.5% | +9.5% |
| 3M | +14.9% | +0.5% | +14.4% | +13.2% |
| 6M | +11.9% | +17.5% | -5.6% | -5.0% |
| YTD | -9.9% | +14.3% | -24.3% | -21.5% |
| 1Y | -19.5% | +21.7% | -41.2% | -34.1% |
| 3Y | +61.8% | +98.6% | -36.8% | -18.0% |
| 5Y | +56.2% | +85.1% | -28.9% | -16.9% |
| 10Y | +180.6% | +412.0% | -231.4% | -45.3% |
| All | +393.8% | +564.9% | -171.0% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPYG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling